The best night life in Kunming can be found at KunDu, Green Lake, and Jinma Biji (golden horse, jade chicken ) gate. Many of the stores open 24 hours.

You can drink tea, eat snacks, enjoy food, drink coffee, listen to music and chat with your friends. You will find movie theaters that will show movie 24 hours a day.  However, most of the dance clubs only sell beer or wine. You can only get mixed drink in bars.  

Further more you can do-it-yourself BBQ on the street. You can also go to bath house, sush as DianCi ChunTian (The spring DianCi), anytime of the night to take a warm natural spring bath, then have your food severed to you while watch TV and browse the web. You can also rent karaoke rooms any times of the night.

Safety has been improved but it is the best to not wonder in streets 3 am in the morning. You can find taxi anytime anywhere. Just make sure you take a cab to go somewhere instead of wondering in streets.